As rates rose, KeyBank unwound 94% of pay-fixed swaps
Sale of AFS hedges left book exposed throughout late 2022, much as at ill-fated SVB
Source: risk.net
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For 11 US regionals, capital adequacy hinges on AOCI waiver
A repeal of the 2019 provision would hit KeyCorp and Charles Schwab the most
Source: risk.net
Lending via Fed's BTFP overtakes discount window
Emergency facility extended $79bn last week, $10bn more than central bank’s traditional credit lending tool
Bank Term Funding Program Federal Reserve Nited States Us Central Banks Deposit Insurance Regional Banks
Source: risk.net
First Republic burned through short-term investments in 2022
Cash and securities maturing within a year went from over- to undermatching short-term funding liabilities
Signature Bank First Republic Bank Financial Institutions Examination Council Silicon Valley Bank Risk Quantum First Republic
Source: risk.net
Initial margin at OCC declined over Q4
Calmer markets triggered downward revision as requirements drop $30bn
Options Clearing Corporation Options Clearing Corporation Occ Nited States Us Initial Margin Counterparty Risk Learing Members
Source: risk.net
Santander, Credit Suisse hit hardest by AOCI in Europe
Unrealised losses, mostly from exchange rate swings, shave huge chunks off CET1 capital
Source: risk.net
NYCB and other regional banks predict lower income from higher rates
IRRBB simulations show lending revenue shrinking as Fed policy gets tighter
Third Bank Federal Reserve York Community Bank Fifth Third Bank First Republic Bank First Foundation
Source: risk.net
US banks vulnerable to losses if HTM securities need to be sold
Overall mark-to-market value $300bn lower than amortised cost across 30 banks
Source: risk.net
Ice Clear Credit worst-case liquidity scenario worsens by half
Estimated largest payment obligation at highest ever level in euros in Q4 2022
Source: risk.net
Deutsche Bank health check comes back clean
From capitalisation to derivatives, Germany’s top bank displays as robust a prudential profile as its peers
Source: risk.net